+1,358.0%
LITE vs IOVA
+99.0%
+1,259.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | +10.8% | -3.5% | +14.3% | +11.3% |
| 30D | -33.4% | -45.4% | +12.0% | -29.0% |
| 3M | -32.2% | +19.0% | -51.3% | -34.7% |
| 6M | -42.1% | +112.0% | -154.1% | -48.7% |
| YTD | +61.9% | +184.2% | -122.4% | +36.2% |
| 1Y | +163.0% | +222.0% | -59.0% | +117.5% |
| 3Y | +1,358.0% | +92.6% | +1,265.5% | +930.0% |
| All | +1,358.0% | +99.0% | +1,259.0% | +930.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling